+92.6%
FFIV vs DUOL
-10.4%
+103.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.5% |
| 7D | -1.5% | -7.8% | +6.3% | -0.5% |
| 30D | -2.7% | +11.8% | -14.5% | -4.3% |
| 3M | -1.7% | +24.1% | -25.8% | -5.2% |
| 6M | +36.1% | +43.6% | -7.5% | +28.0% |
| YTD | +52.6% | -16.6% | +69.2% | +53.8% |
| 1Y | +21.5% | -46.0% | +67.6% | +28.9% |
| 3Y | +142.7% | -6.5% | +149.1% | +130.6% |
| 5Y | +92.6% | -7.4% | +100.0% | +60.0% |
| All | +92.6% | -10.4% | +103.0% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling